iShares S&P 100 ETF
ALTAR
Score™
4.6% info Recommen-
dation
NEUTRAL
2021E    2022E
P/E
ratio
22.1x P/Sales
ratio
3.1x
P/BV
ratio
4.0x Div.
yield
1.6%


  • Description
  • Performance
  • Comps
  • premium Fundamentals
  • premium Valuation
  • premium Rating
The iShares S&P 100 Index Fund seeks investment results that correspond generally to the price and yield performance, before fees and expenses, of U.S. large-cap stocks, as represented by the Standard & Poor's 100 Index.

FUND BASICS
Category US Equities
Fund Sponsor Barclays Global Investors
Website www.ishares.com
Inception date Oct 23, 2000
Assets (mns) $7,026
Currency USD
Expense ratio 20 bp
Distributions Quarterly

FUND STRUCTURE
Regulation Open-Ended Fund
Custodian State Street Bank & Trust
Weighting Market Cap
Index replication n/a
Uses derivatives No
Options available Yes

SECTOR BREAKDOWN

 


CONSTITUENT BREAKDOWN
No. of constituents 101
Wgt avg mkt cap (mns) $717,688
Large cap (>$10bn) 100.0%
Mid cap ($2-10bn) 0.0%
Small cap (<$2bn) 0.0%
Developed mkts 100.0%
Emerging mkts 0.0%

TOP TEN HOLDINGS
APPLE INC 9.1 %
MICROSOFT CORP 8.3 %
AMAZON.COM INC 6.2 %
FACEBOOK 2.9 %
ALPHABET INC. CLASS A 2.9 %
ALPHABET INC. CLASS C 2.8 %
TESLA MOTORS INC 2.4 %
BERKSHIRE HATHAWAY INC-CL B 2.2 %
JPMORGAN CHASE & CO 2.1 %
JOHNSON & JOHNSON 2.0 %
Total 40.9 %

TOP COUNTRY EXPOSURE
UNITED STATES 98.1 %
IRELAND 1.5 %









HISTORICAL PERFORMANCE info

  Custom date range Compare to  
  thru


Standardized Annual Returns (thru February 28)
Year-to-date 1 year 5 years 10 years Since Incep.
0.8% 32.5% 17.2% 13.5% 6.3%

Market Correlations
versus... Beta R-squared
S&P500 0.97 98%
MSCI EAFE 0.88 80%
MSCI Emg. Mkts. 0.70 63%

Technical Indicators
Recent close $173.05
30d moving avg. $176.58
Annualized volatility 18.0%
Short interest (ETF) 0.7%
Short interest (Underlying) 1.1%
Relative strength (RSI) 52

Liquidity measures
Avg. volume (thou.) 264
Turnover 0.7%
Bid/Ask (% of price) 0.03%
ADV underlying (mns) $150,032

Distributions


FINDING ALTERNATIVE FUNDS

Below is a list of 98 potential alternatives to the iShares S&P 100 ETF ETF based on the alternatives' overlap in portfolio holdings with OEF. Consider funds with lower expense ratios and/or higher ALTAR Score™ ratings as possible alternatives.

Benchmark ticker: OEF Expense: 20 bp ALTAR Score™: 4.6%


ALTERNATIVE ETFs BASED ON OVERLAP WITH OEF
Ticker Fund
Name
Overlap1
vs OEF
(%)
Expense
ratio
(bp)
Savings
vs OEF
(bp)
ALTAR
Score™
(%)
ALTAR
vs OEF
(%)
ESGV Vanguard ESG U.S. Stock ETF 84.2 12 8 4.7 +0.1
IWL iShares Russell Top 200 ETF 79.2 15 5 4.7 +0.2
XLG Invesco S&P 500 Top 50 ETF 78.6 20 0 4.4 -0.2
MGC Vanguard Mega Cap Index Fund 78.3 7 13 4.8 +0.3
BKLC BNY Mellon US Large Cap Core Equity ETF 77.4 0 20 4.8 +0.2
EFIV SPDR S&P 500 ESG ETF 73.3 10 10 4.9 +0.4
SNPE Xtrackers S&P 500 ESG ETF 73.2 10 10 4.9 +0.4
SPXN ProShares S&P 500 Ex-Financials ETF 67.7 27 -7 4.5 -0.1
JCTR JPMorgan Carbon Transition U.S. Equity ETF 67.5 15 5 5.0 +0.4
JUST Goldman Sachs JUST U.S. Large Cap Equity ETF 67.2 20 0 4.8 +0.2
SPXV ProShares S&P 500 Ex-Health Care ETF 66.2 27 -7 4.5 -0.1
PBP Invesco S&P 500 BuyWrite ETF 66.1 49 -29 4.5 -0.1
SPXE ProShares S&P 500 Ex-Energy ETF 65.7 27 -7 4.8 +0.3
XYLG Global X S&P 500 Covered Call & Growth ETF 65.6 60 -40 4.4 -0.1
SPY SPDR S&P 500 ETF Trust 65.5 9 11 4.9 +0.3
IVV iShares Core S&P 500 ETF 65.5 3 17 4.9 +0.4
SPLG SPDR Portfolio Large Cap ETF 65.4 3 17 5.0 +0.4
SPYX SPDR S&P 500 Fossil Fuel Reserves Free ETF 64.8 20 0 4.9 +0.4
VOO VANGUARD S&P 500 ETF 64.4 3 17 4.9 +0.4
VOOG Vanguard S&P 500 Growth ETF 64.2 10 10 4.0 -0.6
ESG FlexShares STOXX US ESG Impact Index Fund 63.7 32 -12 4.8 +0.2
XVV iShares ESG Screened S&P 500 ETF 63.6 8 12 5.0 +0.4
IQSU IQ Candriam ESG US Equity ETF 63.5 9 11 4.7 +0.2
GSUS Goldman Sachs MarketBeta U.S. Equity ETF 63.4 7 13 4.7 +0.2
EQWL Invesco Russell Top 200 Equal Weight ETF 62.9 25 -5 5.9 +1.3
SPYG SPDR Portfolio S&P 500 Growth ETF 62.7 4 16 4.0 -0.5
IVW iShares S&P 500 Growth ETF 62.7 18 2 3.9 -0.7
IWY iShares Russell Top 200 Growth ETF 62.7 20 0 3.9 -0.7
HIPR Direxion High Growth ETF 62.1 40 -20 4.2 -0.4
SPXT ProShares S&P 500 Ex-Technology ETF 62.0 27 -7 5.1 +0.6
VV Vanguard Large-Cap Index Fund 62.0 4 16 4.8 +0.2
XOUT GraniteShares XOUT U.S. Large Cap ETF 61.8 60 -40 3.7 -0.8
BBUS JP Morgan Betabuilders U.S. Equity ETF 61.6 2 18 4.8 +0.3
IUSG iShares Core S&P US Growth ETF 61.4 4 16 4.0 -0.6
PBUS Invesco PureBeta MSCI USA ETF 61.2 4 16 4.8 +0.3
MMTM SPDR S&P 1500 Momentum Tilt ETF 60.8 12 8 4.2 -0.4
IWF iShares Russell 1000 Growth ETF 60.7 19 1 3.7 -0.9
ESGU iShares MSCI USA ESG Optimized ETF 60.5 15 5 4.7 +0.1
VONG Vanguard Russell 1000 Growth Index Fund 60.0 8 12 3.8 -0.8
SPTM SPDR Portfolio Total Stock Market ETF 59.6 3 17 5.0 +0.4
SCHX Schwab U.S. Large-Cap ETF 59.4 3 17 4.8 +0.2
NACP Impact Shares NAACP Minority Empowerment ETF 58.5 49 -29 4.6 +0.1
PLC Principal U.S. Large-Cap Multi-Factor Core Index ETF 58.5 15 5 0.0 -4.6
IWB iShares Russell 1000 ETF 57.9 15 5 4.7 +0.1
EPS WisdomTree U.S. Earnings 500 Fund 57.4 8 12 6.2 +1.7
SCHK Schwab 1000 Index ETF 57.2 5 15 4.7 +0.1
IYY iShares Dow Jones U.S. ETF 57.1 20 0 4.6 +0.1
SFY SoFi Select 500 ETF 56.8 0 20 4.8 +0.2
WOMN Impact Shares YWCA Women's Empowerment ETF 56.4 75 -55 4.5 -0.1
CATH Global X S&P 500 Catholic Values Custom ETF 56.0 29 -9 4.7 +0.1
VONE Vanguard Russell 1000 ETF 55.7 8 12 4.7 +0.2
VUG Vanguard Growth Index Fund 55.4 4 16 3.6 -1.0
TMFC Motley Fool 100 Index ETF 55.4 50 -30 3.0 -1.5
MGK Vanguard Mega Cap Growth ETF 55.1 7 13 3.8 -0.8
USMC Principal U.S. Mega-Cap Multi-Factor Index ETF 54.7 12 8 5.2 +0.6
SPUS SP Funds S&P 500 Sharia Industry Exclusions ETF 54.6 49 -29 3.8 -0.8
DIVB iShares U.S. Dividend & Buyback ETF 54.4 25 -5 6.0 +1.5
VTHR Vanguard Russell 3000 Index Fund 54.3 10 10 4.6 +0.0
SPQQ Siren Large Cap Blend Index ETF 54.1 20 0 4.0 -0.6
IWV iShares Russell 3000 ETF 53.9 20 0 4.5 -0.1
QUS SPDR MSCI USA StrategicFactors ETF 53.9 15 5 5.5 +0.9
SCHB Schwab U.S. Broad Market ETF 53.6 3 17 4.6 +0.1
ITOT iShares Core S&P Total U.S. Stock Market ETF 53.2 3 17 4.6 +0.0
IOO iShares Global 100 ETF 53.2 40 -20 4.8 +0.2
ACVF American Conservative Values ETF 53.0 75 -55 4.4 -0.2
FVAL Fidelity Value Factor ETF 52.1 29 -9 6.8 +2.3
VTI Vanguard Total Stock Market Index Fund 52.1 3 17 4.6 +0.0
ACIO Aptus Collared Income Opportunity ETF 51.7 79 -59 4.0 -0.6
DSI iShares MSCI KLD 400 Social ETF 51.3 25 -5 4.7 +0.2
SCHG Schwab U.S. Large-Cap Growth ETF 51.2 4 16 3.3 -1.2
RECS Columbia Research Enhanced Core ETF 51.1 15 5 5.5 +1.0
DFAU Dimensional US Core Equity Market ETF 51.0 12 8 4.9 +0.3
FQAL Fidelity Quality Factor ETF 50.8 29 -9 5.1 +0.5
FDRR Fidelity Dividend ETF for Rising Rates 50.5 29 -9 6.6 +2.0
DLN WisdomTree U.S. LargeCap Dividend Fund 50.1 28 -8 6.4 +1.9
ADME Aptus Drawdown Managed Equity ETF 50.0 79 -59 3.5 -1.1
VOOV Vanguard S&P 500 Value ETF 49.8 10 10 6.3 +1.7
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF 49.5 9 11 5.1 +0.5
QQQM Invesco NASDAQ 100 ETF 49.5 15 5 3.8 -0.8
QQQ Invesco QQQ Trust 49.5 20 0 3.7 -0.9
QYLD Global X NASDAQ 100 Covered Call ETF 49.5 60 -40 3.3 -1.3
QYLG Global X Nasdaq 100 Covered Call & Growth ETF 49.5 60 -40 3.3 -1.3
NUSI Nationwide Risk-Managed Income ETF 49.5 68 -48 3.2 -1.3
ONEQ Fidelity Nasdaq Composite Index Tracking Stock 49.5 21 -1 3.1 -1.4
USSG Xtrackers MSCI USA ESG Leaders Equity ETF 48.5 10 10 5.0 +0.5
SUSL iShares ESG MSCI USA Leaders ETF 48.5 10 10 5.0 +0.5
SCHV Schwab U.S. Large-Cap Value ETF 48.4 4 16 6.2 +1.6
FNDX Schwab Fundamental U.S. Large Co. Index ETF 48.1 25 -5 5.7 +1.2
PRF Invesco FTSE RAFI US 1000 ETF 47.6 39 -19 5.8 +1.2
FDLO Fidelity Low Volatility Factor ETF 47.6 29 -9 4.6 +0.1
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF 47.6 19 1 5.3 +0.8
DTD WisdomTree U.S.Total Dividend Fund 47.5 28 -8 6.5 +1.9
ESGG FlexShares STOXX Global ESG Impact Index Fund 47.4 42 -22 4.9 +0.3
IWX iShares Russell Top 200 Value ETF 46.8 20 0 6.2 +1.6
IETC iShares Evolved U.S. Technology ETF 46.8 18 2 3.6 -1.0
QLC FlexShares US Quality Large Cap Index Fund 46.8 32 -12 4.9 +0.3
MGV Vanguard Mega Cap Value ETF 46.4 7 13 6.6 +2.1
IGM iShares Expanded Tech Sector ETF 46.1 46 -26 3.4 -1.2

1Overlap is the percentage of holdings by weight that are identical. For example, if Fund A has a 2% position in Apple, Inc. (AAPL) and Fund B has a 5% position, their overlapping position in AAPL is 2%.

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RESULTS & ESTIMATES

  2016 2017 2018 2019 2020 2021E 2022E
Sales per share ** ** ** ** ** ** **
Earnings per share ** ** ** ** ** ** **
Dividends per share info ** ** ** ** ** ** **
Book value per share ** ** ** ** ** ** **

 

Sales per share growth   **% **% **% **% **% **%
EPS growth   **% **% **% **% **% **%

Sales per share growth   **% **% **% **% **% **%
EPS growth   **% **% **% **% **% **%

OTHER FUNDAMENTAL METRICS

Long term EPS growth est. **%   Debt-to-equity **x
Asset turnover **%   Assets-to-equity **x

Return on equity

Revision activity*
*Six months ago = 100

Net margins

Compound annual growth rates

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VALUATION METRICS
  2020 2021E 2022E
Price-to-sales ** ** **
Price-to-earnings ** ** **
Price-to-cash flow ** ** **
Price-to-growth ** ** **
Price-to-book value ** ** **
Yield ** ** **

Historical valuation trends

Forward
multiple:
iShares S&P 100 ETF
Relative
to:
S&P500 MSCI EAFE MSCI Emg. Mkts. Other ETF:

NEUTRAL

Average appreciation potential. A rating of NEUTRAL is assigned to ETFs with ALTAR Scores in the middle quintile (ranking between 40%-60%) of their category. This indicates that valuations adequately reflect the fundamentals of stocks in these funds.

ALTAR Score™


Calculation of ALTAR Score™
Avg. Return on Equity 18.8 %
Divided by: Fwd. P/BV 4.0 x
Less: Expense ratio 20 bp
Equals: ALTAR Score 4.6 %
info More information on ALTAR Score™

MODERN PORTFOLIO THEORY info

CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
COMPOSITE
RATING
1.39 CATEGORY
AVERAGE
1.50
 
The composite rating is a weighted average of analysts' consensus recommendations for individual ETF constituents, based on the following scale:

BUY = 1; OVERWEIGHT = 1.5, HOLD = 2; UNDERWEIGHT = 2.5; and SELL = 3.

Readers are cautioned that because analyst ratings tend to be inflated, the composite score may be more useful as a relative measure of sentiment between funds rather than as a stand-alone recommendation.
 

 

See RATING tab for calculation of ALTAR Score™
Risk & reward. Uses std. dev. as proxy for risk, ALTAR Score™ for return forecast.
Dividends paid by constituents to the fund. May differ from actual distributions to shareholders due to constituent changes, timing issues or other factors.
Monthly returns based on changes in price plus dividends. May differ from daily returns reported by funds. See below for standardized returns.